Тёмный

The Fourier Transform 

Steve Brunton
Подписаться 350 тыс.
Просмотров 134 тыс.
50% 1

This video will discuss the Fourier Transform, which is one of the most important coordinate transformations in all of science and engineering.
Book Website: databookuw.com
Book PDF: databookuw.com/databook.pdf
These lectures follow Chapter 2 from:
"Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
Amazon: www.amazon.com/Data-Driven-Sc...
Brunton Website: eigensteve.com
This video was produced at the University of Washington

Наука

Опубликовано:

 

16 мар 2020

Поделиться:

Ссылка:

Скачать:

Готовим ссылку...

Добавить в:

Мой плейлист
Посмотреть позже
Комментарии : 94   
@kylegreen5600
@kylegreen5600 4 года назад
I'm honestly very impressed by the concise nature of your videos and I'm glad that you make these videos accessible on RU-vid to a large audience. With a bit of will power and a desire to learn anybody with a sufficient mathematical background can have a better grasp on the extremely powerful tools of harmonic analysis. Great work. I honestly wish my instructors at university had been as understandable.
@Eigensteve
@Eigensteve 2 года назад
Thank you!!
@byronwilliams7977
@byronwilliams7977 Год назад
@@Eigensteve Seriously. I too wish my instructors had put in half as much effort in being concise and coherent as you have. I've been watching your videos in order for about a week now.
@F255123
@F255123 4 года назад
I don't usually comment on videos but I just want to let you know how amazing this series has been. Thank you!
@edgarsutawika
@edgarsutawika 4 года назад
I never thought of actually deriving the Fourier transform this way. This is amazing.
@Eigensteve
@Eigensteve 2 года назад
Glad you liked it!!
@erickappel4120
@erickappel4120 7 месяцев назад
I've finished my university degree 31 years ago. I wish I had this quality of explanation available during my education! Amazing! Thank you!!! His book is excellent as well! Consider it a good investment in your education.
@SergeyPopach
@SergeyPopach 24 дня назад
this is extremely important also in quantum mechanics! the difference between “free particle” (such as photons) with continuous spectrum and quantized particle with discrete spectrum within potential well is connected to Fourier Transform and Fourier Series.. super important
@kaptniglo1165
@kaptniglo1165 4 года назад
Finally the chance to commentate under your video: Thanks for the awesome content!
@eduardocarlos2320
@eduardocarlos2320 3 года назад
I really liked your lectures! Very clear and easy to understand. Thanks!
@yuanqichau
@yuanqichau 3 года назад
This is extremely helpful, thank you!
@VladimirDjokic
@VladimirDjokic Год назад
I have watched your videos, they are really good explained,I haven't seen such a good explanation of this topic so far.
@onlinXman
@onlinXman 2 года назад
really good video! streight to the point, quick and easy to understand!
@Mutual_Information
@Mutual_Information 3 года назад
It's very nice to see Steve makes very technical videos that do really well. Gives me some hope for my vids :)
@PedroHenrique-bu6xn
@PedroHenrique-bu6xn 4 года назад
Amazing video, thank you!
@iheardimnotalive.6054
@iheardimnotalive.6054 3 года назад
This an amazing series. Thank you so much ❤️❤️
@Eigensteve
@Eigensteve 3 года назад
Glad you enjoy it!
@aliaabughazleh7550
@aliaabughazleh7550 3 года назад
Very precise and nice explanation ...
@pallavimahadik6533
@pallavimahadik6533 2 года назад
I really enjoyed learning from you....thanks sir
@amribrahim7850
@amribrahim7850 2 года назад
Awesome explanation
@trip_on_earth
@trip_on_earth 3 года назад
Thanks from India
@user-ew5bb2pc4o
@user-ew5bb2pc4o 8 месяцев назад
This playlist is really amazing.
@Eigensteve
@Eigensteve 8 месяцев назад
Thanks!
@chopnchoopn13
@chopnchoopn13 11 месяцев назад
Really amazing explanation wow.
@zizo-ve8ib
@zizo-ve8ib 2 года назад
Wow, I've heard a lot of explanations and derivations for FT but this by far takes the cake, and I'm not someone who's into pointless compliments but this is really worth it, thank you and please keep up the great work👍
@vineethnarayan5159
@vineethnarayan5159 3 года назад
beautiful ! beautiful!
@nwsteg2610
@nwsteg2610 2 года назад
Great video. Thanks
@chenhaoting235
@chenhaoting235 3 года назад
thanks for ur explaination
@flatheadMS
@flatheadMS 4 года назад
Thank you for this great explanation! Greetings from germany
@tammygoyal9334
@tammygoyal9334 3 года назад
Hallo! Which city?
@arisioz
@arisioz Год назад
I'm amazed that you pronounced ξ as it's supposed to be pronounced. I'm Greek and have studied and lived in both the UK and Australia for long enough to have heard the Greek alphabet being massacred in all sorts of ways hahahah. Props to ya and your amazing lectures :)
@goodlack9093
@goodlack9093 7 месяцев назад
Amazing, thank you for this lecture!
@Eigensteve
@Eigensteve 7 месяцев назад
You're welcome!
@kevinshao9148
@kevinshao9148 2 года назад
This is one of the best series of lectures! Question professor: 1) what's the meaning of delta omega? Pi/infinity = 0 here. especially at 7:46 based on what it came with dw integral range from negative infinity to infinity? from omega definition I don't see this integral domain. 2) Shouldn't it be delta K when you converge your first summation equation to integral? Hope you can help illustrate! Thank you very much in advance!
@DEChacker
@DEChacker 10 месяцев назад
"Welcome back" gets me everytime :D
@ferminbereciartua6432
@ferminbereciartua6432 6 месяцев назад
thank you!!
@manfredbogner9799
@manfredbogner9799 6 месяцев назад
Very good
@rohanv9365
@rohanv9365 3 года назад
In the Complex Fourier Series video ψₖ was defined as eᶦᵏˣ, I understand that π/L was introduced in for frequency but why did the exponent become negative. It would become more clear to me if someone could explain the general formula for the inner product with period L rather than 2π ( I don't believe he produced this formula in the Complex Fourier Series video).
@mettataurr
@mettataurr 3 года назад
thank you
@monkemonke965
@monkemonke965 Год назад
Thank you, this was a great video! Also, just realized you've been writing backwards... That's impressive.
@idirazrou9429
@idirazrou9429 3 года назад
Thanks so much
@andrej5861
@andrej5861 Год назад
I must agree with some other comments... Gibbs phenomen does not disappear when you go to infinite number of terms but if I remember correctly tends to a constant value.
@kombesteven8618
@kombesteven8618 3 года назад
Omg ! We have the same name ! I am so happy
@PikesCore24
@PikesCore24 3 года назад
Hi Steve, I've worked with the Fourier transform for years, but I just realized that I don't understand something. Please, consider your triangular function f(x). Suppose I multiply your f(x) by a factor B. Suppose I want a transform that in independent of B. In other words, I want a transform that is independent of a scaling factor. Does that make sense? I have a physics research situation where I believe it should make sense. How would you define a transform that is independent of a scaling factor? Thanks.
@bgeneto
@bgeneto 2 года назад
What is the technology behind this transparent mirrored board? What is his using exactly? Thx, excellent video btw
@kamilbudagov9335
@kamilbudagov9335 3 года назад
Do magnitude and phase for particular frequency in continuous frequency spectrum represent exact magnitude and phase of sinusoid with this frequency?
@subhadeepreaditassubhodeep6161
@subhadeepreaditassubhodeep6161 3 года назад
The summation that you turned into an integral was k=-inf to inf ....but you wrote the integral wrt d(dummy variable) and not wrt dk. Could you clarify?
@hagopbulbulian6642
@hagopbulbulian6642 Год назад
Thank you for the video but i have this question is pi/0 considered infinity or unidentified?
@nesslange1833
@nesslange1833 3 года назад
Is a Fourier transform of f(x) = x worth evaluating? It shouldn't give you any Frequency, should it?
@willguan5429
@willguan5429 2 года назад
Sir, what is the difference between π/L and κ in e^ikπx/L? Aren't they both supposed to represent angular frequency?
@HernandezLopezPedro
@HernandezLopezPedro 7 месяцев назад
Hello, thank you for the video. Can anyone tell where can i find a more specific explanation of the step using the Riemann sum? I do not understand it. Thanks.
@Tyokok
@Tyokok 2 года назад
Steve, wish you and your family happy holiday! If you have time, want to bother you one question, but no rush. 7:19 - 8:37 from summation to integral. I am struggling to understand 1) why delta_omega = Pi/L, 2) why the summation is over K (the frequency), but integral is over omega? I thought the idea is to transfer to continuous frequency basis K, shouldn't it be something like delta_omega = delta_K * Pi / L ? How did you come up with omega which kind of wrap up K inside omega. Thank you so much!
@mp3lwgm
@mp3lwgm 3 года назад
From a physical standpoint since omega and time are conjugates, perhaps it would have been better to use “t” rather than “x”.
@jelleoudega116
@jelleoudega116 3 года назад
This video is very insightful, however, I don't understand how the Fourier transform can represent continuous Fourier coefficients if the term Delta Omega / 2π is omitted or used by the inverse transform? Why is this possible?
@RicardoOliveiraRGB
@RicardoOliveiraRGB 3 года назад
What if I take the fourier transform of a periodic signal? Will it be the same as taking the fourier series of this periodic signal?
@mohamedahmedeltohfa5540
@mohamedahmedeltohfa5540 3 года назад
no, the Fourier transform of a period function will diverge. It can, however, be defined if you know about the delta 'function'.
@junbug3312
@junbug3312 3 года назад
now I got it ha... thank you !
@nothingtoseehere5760
@nothingtoseehere5760 Год назад
Ok, it helps a little bit, which is a lot, but every time you say ok I have so very many questions. So many.
@ashishjha7842
@ashishjha7842 2 года назад
at timestep 3:03 shuouldn't Ck formula have e^i in positive sign?
@evanparshall1323
@evanparshall1323 3 года назад
I am very confused in your derivation as to why you replace all of the k∆w in the summation with w in the integral. If anyone could help me understand this I would very much appreciate it.
@sayanjitb
@sayanjitb 3 года назад
He at the beginning took w_k = k(pi)/L, then he wrote it as kΔw. Where Δw= PI/L. In the limit of Δw -> 0, inside the integral, he easily replaced w_k from the first equation. You can also write it as w only in the continuous limit.
@gustavjohansson1642
@gustavjohansson1642 3 года назад
I miss from most lectures like this a more precise definition of what you mean in this context by taking the limit as the period tends to infinity. If you let 'N' be the absolute value of the upper and lower bound of sum index 'n' then what you get to see is both N and the period tend to infinity. It is very hard to think about how this all converges because of the 2 variables. If I wanted, I could always choose a larger period and a larger 'N' so that the frequency domain passed on to the Fourier Transform Function will not increase. You need to imagine the tendency of the period and 'N' so that you always get a larger AND denser frequency domain so that your sum can be seen as a Riemann sum and it indeed converges to the limit defined by the final inverse integral from minus infinity to infinity. If you take in this very sense "take limit as period tends to infinity" then yes you must obtain the Fourier Transform but it is not straightforward.
@jms547
@jms547 4 года назад
Shouldn't the second equation on the board be c_k = 1/2L , rather than 1/2pi as we're on the domain [-L,L] rather than [-pi,pi] ?
@sayanjitb
@sayanjitb 3 года назад
yes it had to be so!
@michaelolatunde1585
@michaelolatunde1585 Год назад
Indeed!
@NoNTr1v1aL
@NoNTr1v1aL 4 года назад
When can you interchange summation and integral in Fourier series?
@kylegreen5600
@kylegreen5600 4 года назад
The Riemann integral is simply defined by the limit of a Riemann Sum as the delta variable approaches zero. The instructor just recognized the form and replaced it with the integral notation. Not sure if that answers your question.
@NoNTr1v1aL
@NoNTr1v1aL 4 года назад
@@kylegreen5600 I don't understand. When can you integrate a Fourier series term by term?
@kylegreen5600
@kylegreen5600 4 года назад
@@NoNTr1v1aL Could you respond with a rough time in the video where you're not following the steps and I'll try to help.
@andrewgibson7797
@andrewgibson7797 4 года назад
@@NoNTr1v1aL Your question is different from what Dr. Brunton did: like Kyle said, he's just recognizing a Riemann sum that already exists, he's not integrating the Fourier series. It's just a definition: as L -> inf, the series turns into an integral. Your question is different and gets into deep waters. The short answer is: if f is "nice enough" (e.g. C^inf smooth.) The long answer: this is the entire subject of Fourier and harmonic analysis. In general, integrating and differentiating series term by term depends on the analytic properties of the f being expanded, the types of convergence (uniform, pointwise, etc.) and it only gets more subtle with Fourier. The Gibbs phenomenon is already an example of this: a jump discontinuity in f screws up uniform convergence of the fourier series, and if you remember, Dr. Brunton mentioned that the "top hat" function was related to the derivative of the "triangle hat" function (which was continuous, but not continuously differentiable), so already you can see some of these subtleties creeping in. Check out Stein and Sharkachi's books, Tao's books, etc.
@sayanjitb
@sayanjitb 3 года назад
when the integrable function is uniformly continuous, then we can do like this interchanging.
@hasibulhaque9452
@hasibulhaque9452 3 года назад
How does he write k times delta omega as omega?
@densidad13
@densidad13 2 года назад
Same question here. The part of taking the Riemann integral makes sense on the expression as a whole, but I'm confused as to what justifies that substitution (hiding the fact that the delta omega has shrunk to zero). Probably has to do with the fact that the k is infinetly summed (and then transformed to Riemann integral).
@mikefernandz6770
@mikefernandz6770 3 года назад
... is that backwards in your perspective
@sansha2687
@sansha2687 4 года назад
9:10
@nukelab429
@nukelab429 3 года назад
Deviation
@CristianHernandez-cx5xy
@CristianHernandez-cx5xy 2 года назад
:( I did not get it. Any background I need to understand this topic? this guy seems to explain clearly but not clear for me
@Eigensteve
@Eigensteve 2 года назад
Sorry to hear that, but don’t despair! A little more background in linear algebra and vectors would likely help. You could check out my courses to see where this fits in: faculty.washington.edu/sbrunton/me564/ and faculty.washington.edu/sbrunton/me565/
@CristianHernandez-cx5xy
@CristianHernandez-cx5xy 2 года назад
@@Eigensteve Thanks man!
@user-ri7wf7su5u
@user-ri7wf7su5u 3 года назад
Круто
@Thespookygoat
@Thespookygoat 4 года назад
I want to focus on the video, but all I'm thinking about is how he is writing on the board backwards with perfection...
@alegian7934
@alegian7934 3 года назад
bro wtf its just mirrored camera, of course he's writing in the right direction
@Thespookygoat
@Thespookygoat 3 года назад
@@alegian7934 jokes
@alegian7934
@alegian7934 3 года назад
@@Thespookygoat oof I wooshed rather hard there... sry this is math after all
@wren4077
@wren4077 3 года назад
my brain is melting
@connorgagen109
@connorgagen109 3 года назад
This is legit.
@Aemilindore
@Aemilindore 3 года назад
23k people view this but only 500 likes. This is why we have a pandemic.
@GEMSofGOD_com
@GEMSofGOD_com 3 года назад
The first five seconds of this video made me realize that CBD actually makes u high
@etlekmek
@etlekmek 3 года назад
arifin manchestera attığı golü arıyodum buraya nasıl geldim amk
@uveyskorkmazer1098
@uveyskorkmazer1098 5 месяцев назад
İMPARATOR
@fnegnilr
@fnegnilr 4 года назад
If you need brain surgery, let's hope your guy is as good as Dr. Brunton. It could get a little hairy, but he will be able to pull you through the complex stuff. Hmmm, I think I may have constructed an unintended pun here.......
@asengineering4429
@asengineering4429 Год назад
This is some first-rate BS.
@FRANKONATOR123
@FRANKONATOR123 Год назад
??
Далее
The Fourier Transform and Derivatives
10:48
Просмотров 53 тыс.
Fourier Series: Part 1
12:16
Просмотров 180 тыс.
Sniper Duel | Standoff 2
00:54
Просмотров 281 тыс.
The Fast Fourier Transform Algorithm
10:18
Просмотров 166 тыс.
The Revolutionary Genius Of Joseph Fourier
16:17
Просмотров 109 тыс.
The Discrete Fourier Transform (DFT)
17:36
Просмотров 332 тыс.
The Laplace Transform: A Generalized Fourier Transform
16:28
The Fourier Series and Fourier Transform Demystified
14:48
Fourier Series
16:36
Просмотров 473 тыс.
Подключил AirPods к Xbox
0:45
Просмотров 20 тыс.